0.18Open0.30Pre Close5 Volume23 Open Interest22.00Strike Price90.00Turnover42.00%IV7.98%PremiumJul 19, 2024Expiry Date0.00Intrinsic Value100Multiplier12DDays to Expiry0.18Extrinsic Value100Contract SizeAmericanOptions Type0.2068Delta0.1781Gamma114.11Leverage Ratio-0.0188Theta0.0014Rho23.59Eff Leverage0.0109Vega